OpenVPN - Grafana SSO

Trying to get Auth0 working with OpenVPN and Grafana. I can get the SSO working in Grafana without OpenVPN without issue. As soon as I turn on OpenVPN (e.g. using it fails. The systems are the OTP continues to be presented and even if I enter the proper OTP it presents another one until the guardian steps in and limits the OTP.

Any ideas of what I can tweak?